Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.50% | 0.45 CHF | 0.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'404 CHF | 44'951 CHF | 99.30% | 99.30% |
15.05.2024 | 4.03% | 0.41 CHF | 0.42 CHF | 100'000 | 100'000 | 99'242 | 99'242 | 39'133 CHF | 40'737 CHF | 98.89% | 98.89% |
14.05.2024 | 3.72% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 99'110 | 99'110 | 42'230 CHF | 43'811 CHF | 99.17% | 99.17% |
13.05.2024 | 3.88% | 0.39 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'097 CHF | 40'646 CHF | 100.00% | 100.00% |
10.05.2024 | 3.90% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'217 CHF | 42'854 CHF | 100.00% | 100.00% |
08.05.2024 | 4.18% | 0.39 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'077 CHF | 40'747 CHF | 100.00% | 100.00% |
07.05.2024 | 3.97% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 37'399 CHF | 38'911 CHF | 98.92% | 98.92% |
06.05.2024 | 4.01% | 0.38 CHF | 0.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 39'083 CHF | 40'681 CHF | 100.00% | 100.00% |
03.05.2024 | 3.59% | 0.40 CHF | 0.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 43'107 CHF | 44'683 CHF | 97.70% | 97.70% |
02.05.2024 | 4.33% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 34'874 CHF | 36'416 CHF | 99.12% | 99.12% |